Soc. Generale Call 1000 DSV Panal.../  DE000SW7ZHN1  /

Frankfurt Zert./SG
2024-07-25  1:21:18 PM Chg.+0.040 Bid1:23:15 PM Ask1:23:15 PM Underlying Strike price Expiration date Option type
3.310EUR +1.22% 3.280
Bid Size: 10,000
3.330
Ask Size: 10,000
- 1,000.00 DKK 2024-09-20 Call
 

Master data

WKN: SW7ZHN
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 1,000.00 DKK
Maturity: 2024-09-20
Issue date: 2024-03-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 3.08
Intrinsic value: 2.97
Implied volatility: 0.59
Historic volatility: 0.30
Parity: 2.97
Time value: 0.43
Break-even: 168.01
Moneyness: 1.22
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.06
Spread %: 1.80%
Delta: 0.84
Theta: -0.09
Omega: 4.06
Rho: 0.16
 

Quote data

Open: 3.240
High: 3.340
Low: 3.200
Previous Close: 3.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.25%
1 Month  
+76.06%
3 Months  
+182.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.270 2.700
1M High / 1M Low: 3.270 1.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.930
Avg. volume 1W:   0.000
Avg. price 1M:   2.515
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -